+20,460.2%
ISRG vs GME
+1,469.6%
+18,990.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | +2.1% | +4.8% | -2.7% | +1.8% |
| 30D | +6.2% | -4.3% | +10.4% | +6.4% |
| 3M | +14.4% | +35.3% | -20.9% | +12.3% |
| 6M | 0.0% | +4.7% | -4.7% | -0.5% |
| YTD | -20.5% | +26.6% | -47.2% | -21.9% |
| 1Y | -21.9% | +18.3% | -40.2% | -23.0% |
| 3Y | +62.2% | +102.8% | -40.6% | +42.9% |
| 5Y | +25.2% | -48.9% | +74.1% | +15.9% |
| 10Y | +537.3% | +480.5% | +56.9% | +175.4% |
| All | +20,460.2% | +1,469.6% | +18,990.6% | +7,320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling